Constructing fixed rank optimal estimators with method of best recurrent approximations

DOI10.1016/S0047-259X(03)00024-1zbMath1019.62061MaRDI QIDQ1403419

Anatoli Torokhti, Phil G. Howlett

Publication date: 1 September 2003

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

singular-value decompositionconstrained estimationPCA

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Eigenvalues, singular values, and eigenvectors (15A18) Approximation with constraints (41A29)

Related Items (4)

Best approximation of the identity mapping: The case of variable finite memory ⋮ Towards theory of generic principal component analysis ⋮ Optimal multilinear estimation of a random vector under constraints of causality and limited memory ⋮ Toward Best Approximation of Nonlinear Systems: A Case of Models with Memory

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The SVD and reduced rank signal processing
• Method of recurrent best estimators of second degree for optimal filtering of random signals
• Estimation of dependences based on empirical data. Transl. from the Russian by Samuel Kotz
• Principal component analysis.
• The modelling and numerical simulation of causal non-linear systems.
• Functional principal components analysis by choice of norm
• Weak interpolation and approximation of non-linear operators on the space C([0,1)]
• A methodology for the constructive approximation of nonlinear operators defined on noncompact sets
• On the constructive approximation of non-linear operators in the modelling of dynamical systems
• On the best quadratic approximation of nonlinear systems
• An optimal filter of the second order

This page was built for publication: Constructing fixed rank optimal estimators with method of best recurrent approximations